Well, Roger Federer was close twice—lost the final to Nadal in Paris in 2006-07 but won all the rest. That was close.
That's really only close in retrospect, because you're talking about the near miss being 2 Majors before the finish. This argument came up when Novak lost in the final in 2015 at the French, and won the rest, but Serena went all the way to the SFs at the USO before she dropped the ball, and there was an argument over who had the better year. I said that Serena was closer, because she was literally 2 matches away. There's no telling what the pressure will do to you as it mounts across the calendar year, as we witnessed again with Novak this year. There's nothing to say that winning the French in either of those years for Roger, or the French in 2015 for Novak, would have guaranteed that the rest of their years would have turned out exactly, otherwise, the same, because the pressure would have been different, and, as we've seen, enormous.